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RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/14/2023

Key Features in this Release:

o [USD&EUR&GBP] Added 7 Exchange For Physical columns

o [CAD] Added Comp Trsy set of columns

o [RV Analysis] Added Modified Duration as a weight setting

o Added “Covered Tickers” section from the “Agency Ticker” section

Bug Fixes & Minor Enhancements:

Sprd/Bfly: Added support to remove or hide overnight data in Real-time charts

Forward Swap Matrix: removed FRA related tabs from non-USD tabs, renamed FRA-OIS/SOFR to OIS/SOFR for USD

USD SFR Monitor: Added convexities for the packs and bundles

Market View – IRVOL: Added support for BVOL data


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